+263.3%
DXCM vs SEDG
+118.8%
+144.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | +0.3% |
| 7D | -5.8% | +8.7% | -14.5% | -6.8% |
| 30D | -5.6% | +10.3% | -15.9% | -6.9% |
| 3M | +13.0% | -32.6% | +45.6% | +16.4% |
| 6M | +24.7% | -3.6% | +28.2% | +20.5% |
| YTD | +27.3% | +27.4% | -0.1% | +17.8% |
| 1Y | +11.2% | +24.9% | -13.7% | +1.1% |
| 3Y | -19.0% | -75.3% | +56.3% | -16.0% |
| 5Y | -38.5% | -86.3% | +47.8% | -32.7% |
| All | +263.3% | +118.8% | +144.6% | +186.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SEDG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling